+47.7%
USB vs ADVB
-97.4%
+145.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +1.9% |
| 7D | +2.4% | -29.5% | +31.9% | +2.7% |
| 30D | +6.6% | -66.9% | +73.4% | +7.7% |
| 3M | -4.1% | -73.7% | +69.6% | -2.9% |
| 6M | +12.5% | -64.8% | +77.2% | +11.8% |
| YTD | +17.6% | -64.0% | +81.7% | +16.7% |
| 1Y | +36.5% | -77.0% | +113.5% | +36.7% |
| All | +47.7% | -97.4% | +145.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling